Bias-robust estimates of regression based on projections

DOI10.1214/aos/1176349160zbMath0787.62037OpenAlexW2012593985MaRDI QIDQ688398

Víctor J. Yohai, Ricardo Antonio Maronna

Publication date: 2 December 1993

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176349160

zbMATH Keywords

consistencymean squared errorasymptotic biasrobust estimatorscontaminationbounded influenceprojection estimators\(P\)-estimatorsbias-robustfinite sample sizeshigh breakdown pointminimax biasMonte Carlo estimationsnew class of regression estimatorsscale equivariant

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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